论文标题
检测分组的局部平均治疗效果并选择真正的仪器
Detecting Grouped Local Average Treatment Effects and Selecting True Instruments
论文作者
论文摘要
在具有异质效应和多种仪器的内源性二元处理中,我们提出了一种两步程序,以识别具有相同局部平均治疗效果(迟到)的合格组,即使依靠不同的仪器,即使有几种仪器违反了识别假设。我们使用这样一个事实,即(i)满足后期假设(仪器中的仪器有效性和治疗单调性)和(ii)在鉴于各自的仪器方面产生相同的合适组。我们提出了一个两步过程,在其中首先将倾向得分集中在第一步中,并在第二步中找到具有相同还原形式参数的IV的组。在以下多数假设的基础上,在每组具有相同处理倾向的工具中,真正满足晚期假设的工具是最大的群体,我们的程序允许以数据驱动的方式识别这些真实的工具。我们表明,我们的程序是一致的,并提供了基础LATE的一致和渐近正常的估计器。我们还提供了一项模拟研究,研究了我们方法的有限样本特性和经验应用,该研究调查了监禁对美国累犯的影响,并用法官作业作为工具。
Under an endogenous binary treatment with heterogeneous effects and multiple instruments, we propose a two-step procedure for identifying complier groups with identical local average treatment effects (LATE) despite relying on distinct instruments, even if several instruments violate the identifying assumptions. We use the fact that the LATE is homogeneous for instruments which (i) satisfy the LATE assumptions (instrument validity and treatment monotonicity in the instrument) and (ii) generate identical complier groups in terms of treatment propensities given the respective instruments. We propose a two-step procedure, where we first cluster the propensity scores in the first step and find groups of IVs with the same reduced form parameters in the second step. Under the plurality assumption that within each set of instruments with identical treatment propensities, instruments truly satisfying the LATE assumptions are the largest group, our procedure permits identifying these true instruments in a data driven way. We show that our procedure is consistent and provides consistent and asymptotically normal estimators of underlying LATEs. We also provide a simulation study investigating the finite sample properties of our approach and an empirical application investigating the effect of incarceration on recidivism in the US with judge assignments serving as instruments.